The sensitivity functionals in the Bolts's problem for multivariate dynamic systems described by integro-differential equations with delay time | Vestnik Tomskogo gosudarstvennogo universiteta. Upravlenie, vychislitelnaja tehnika i informatika – Tomsk State University Journal of Control and Computer Science. 2019. № 48. DOI: 10.17223/19988605/48/4

The sensitivity functionals in the Bolts's problem for multivariate dynamic systems described by integro-differential equations with delay time

The variational method of calculation of sensitivity functionals (connecting first variation of quality functionals with variations of variable parameters) and sensitivity coefficients (components of vector gradient from the quality functional to constant parameters) for multivariate non-linear dynamic systems described by continuous vectorial Volterra's integro-differential equations of the second-kind with delay time is developed. The base of calculation is the decision of corresponding integro-differential conjugate equations for Lagrange's multipliers in the opposite direction of time. The presence of a discontinuity in an initial value of coordinates and dependence the initial and final instants and magnitude of delay time from parameters are taken into account also.

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Keywords

variational method, sensitivity functional, sensitivity coefficient, integro-differential equation, conjugate equation, delay time, вариационный метод, функционал чувствительности, интегро-дифференциальное уравнение с запаздывающим аргументом, функционал качества работы системы, задача Больца, сопряженное уравнение

Authors

Name	Organization	E-mail
Rouban Anatoly I.	Siberian Federal University	ai-rouban@mail.ru

Всего: 1

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